-86.4%
RIVN vs ACGL
+173.1%
-259.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | +3.1% | +1.3% | +1.8% | +2.9% |
| 30D | -1.9% | +14.2% | -16.1% | -3.4% |
| 3M | -16.4% | +11.1% | -27.5% | -17.5% |
| 6M | -3.7% | +16.4% | -20.0% | -5.7% |
| YTD | -30.5% | +13.8% | -44.3% | -32.0% |
| 1Y | -16.5% | +21.6% | -38.1% | -19.4% |
| 3Y | -11.0% | +33.5% | -44.6% | -18.4% |
| 5Y | -86.4% | +174.8% | -261.2% | -93.0% |
| All | -86.4% | +173.1% | -259.5% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling